Event (probability

theory)

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In probability theory, an event is a set of

outcomes of an experiment (a subset of
the sample space) to which a probability is
assigned.[1] A single outcome may be an
element of many different events,[2] and
different events in an experiment are
usually not equally likely, since they may
include very different groups of
outcomes.[3] An event defines a
complementary event, namely the
complementary set (the event not
occurring), and together these define a
Bernoulli trial: did the event occur or not?

Typically, when the sample space is finite,

any subset of the sample space is an
event (i.e. all elements of the power set of
the sample space are defined as events).
However, this approach does not work well
in cases where the sample space is
uncountably infinite. So, when defining a
probability space it is possible, and often
necessary, to exclude certain subsets of
the sample space from being events (see
Events in probability spaces, below).

A simple example
If we assemble a deck of 52 playing cards
with no jokers, and draw a single card from
the deck, then the sample space is a 52-
element set, as each card is a possible
outcome. An event, however, is any subset
of the sample space, including any
singleton set (an elementary event), the
empty set (an impossible event, with
probability zero) and the sample space
itself (a certain event, with probability
one). Other events are proper subsets of
the sample space that contain multiple
elements. So, for example, potential
events include:

An Euler diagram of an event. B is the sample space

and A is an event.
By the ratio of their areas, the probability of A is
approximately 0.4.

"Red and black at the same time without

being a joker" (0 elements),
"The 5 of Hearts" (1 element),
"A King" (4 elements),
 "A Face card" (12 elements),
"A Spade" (13 elements),
"A Face card or a red suit" (32 elements),
"A card" (52 elements).

Since all events are sets, they are usually

written as sets (e.g. {1, 2, 3}), and
represented graphically using Venn
diagrams. In the situation where each
outcome in the sample space Ω is equally
likely, the probability of an event A is the
following formula:
This rule can readily be applied to each of
the example events above.

Events in probability spaces

Defining all subsets of the sample space
as events works well when there are only
finitely many outcomes, but gives rise to
problems when the sample space is
infinite. For many standard probability
distributions, such as the normal
distribution, the sample space is the set of
real numbers or some subset of the real
numbers. Attempts to define probabilities
for all subsets of the real numbers run into
difficulties when one considers 'badly
behaved' sets, such as those that are
nonmeasurable. Hence, it is necessary to
restrict attention to a more limited family
of subsets. For the standard tools of
probability theory, such as joint and
conditional probabilities, to work, it is
necessary to use a σ-algebra, that is, a
family closed under complementation and
countable unions of its members. The
most natural choice of σ-algebra is the
Borel measurable set derived from unions
and intersections of intervals. However,
the larger class of Lebesgue measurable
sets proves more useful in practice.
In the general measure-theoretic
description of probability spaces, an event
may be defined as an element of a
selected σ-algebra of subsets of the
sample space. Under this definition, any
subset of the sample space that is not an
element of the σ-algebra is not an event,
and does not have a probability. With a
reasonable specification of the probability
space, however, all events of interest are
elements of the σ-algebra.

A note on notation
Even though events are subsets of some
sample space Ω, they are often written as
predicates or indicators involving random
variables. For example, if X is a real-valued
random variable defined on the sample
space Ω, the event

can be written more conveniently as,

simply,

This is especially common in formulas for

a probability, such as

The set u < X ≤ v is an example of an

inverse image under the mapping X
because if and only if
.

See also
Complementary event
Elementary event
Independent event
Pairwise independent events

Notes
1. Leon-Garcia, Alberto (2008).
Probability, statistics and random
processes for electrical engineering .
Upper Saddle River, NJ: Pearson.
 2. Pfeiffer, Paul E. (1978). Concepts of
probability theory . Dover Publications.
p. 18. ISBN 978-0-486-63677-1.
3. Foerster, Paul A. (2006). Algebra and
trigonometry: Functions and
applications, Teacher's edition
(Classics ed.). Upper Saddle River, NJ:
Prentice Hall. p. 634 . ISBN 0-13-
165711-9.

External links

Wikimedia Commons has media

related to Event (probability theory).

"Random event" , Encyclopedia of

Mathematics, EMS Press, 2001 [1994]
 Formal definition in the Mizar system.

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